Anic Equity¶

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Total return since start: 0.585 %¶

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Equity now: -----------------------------> 48419.26 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46219.28 Kr¶

PnL: ---------------------------------------> -2002.97 Kr¶

DD now: ---------------------------------> -7.016 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 12:36:18.803620'

Anic Portfolio¶

Today¶

Return: -0.107 %¶

This Week¶

Return: -0.107 %¶

Total¶

Return: 58.512 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -7.790000 841.500000 143.500000 20.560000 698.000040
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Stillfront Group 38 -2.120000 710.410000 24.410000 3.560000 686.000016
Nordisk Bergteknik B 130 -2.720000 4186.000000 22.000000 0.530000 4163.999970
MEKO 13 -1.300000 1574.300000 20.300000 1.310000 1554.000006
Tietoevry 2 -1.270000 653.200000 15.200000 2.380000 638.000000
Vitec Software Group B 1 -1.570000 495.600000 10.600000 2.190000 485.000000
Tobii Dynavox 109 -2.250000 2727.730000 5.730000 0.210000 2721.999993
SKF A 3 -3.180000 594.000000 1.000000 0.170000 593.000001
G5 Entertainment 3 -0.940000 569.400000 -2.600000 -0.450000 572.000001
SKF B 3 -3.470000 593.400000 -2.600000 -0.440000 596.000001
Mycronic 3 -2.880000 648.600000 -3.400000 -0.520000 651.999999
ITAB Shop Concept 56 -1.130000 684.320000 -6.680000 -0.970000 691.000016
Embracer Group B 14 -4.210000 680.470000 -8.530000 -1.240000 689.000004
ACQ Bure SPAC 36 0.100000 3481.200000 -8.800000 -0.250000 3489.999984
Addnode Group B 6 -2.100000 699.000000 -10.000000 -1.410000 709.000002
ASSA ABLOY B 2 -1.490000 503.000000 -11.000000 -2.140000 514.000000
Husqvarna A 7 -2.540000 616.700000 -16.300000 -2.580000 632.999997
Fastighetsbolag. Emilshus Pref 21 -0.760000 544.950000 -17.050000 -3.030000 562.000005
Loomis 6 -2.030000 2025.600000 -17.400000 -0.850000 2043.000000
Husqvarna B 7 -2.760000 615.720000 -24.280000 -3.790000 639.999997
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Avanza Bank Holding 2 -6.950000 476.600000 -34.400000 -6.730000 511.000000
Swedbank A 3 -3.420000 576.750000 -41.250000 -6.670000 618.000000
Lagercrantz Group B 5 -2.330000 565.500000 -41.500000 -6.840000 607.000000
Nordea Bank Abp 30 -3.530000 3719.400000 -43.600000 -1.160000 3762.999990
Arion Banki SDB 61 -2.550000 652.700000 -44.300000 -6.360000 697.000030
Collector Bank 29 -6.590000 1187.550000 -46.450000 -3.760000 1233.999996
Norva24 Group 12 -2.020000 360.480000 -46.770000 -11.480000 407.250000
Mips 1 -2.610000 471.000000 -58.000000 -10.960000 529.000000
Dustin Group 18 -4.780000 609.840000 -60.160000 -8.980000 669.999996
AFRY 3 -2.700000 519.900000 -75.100000 -12.620000 594.999999
Viaplay Group B 4 -5.620000 946.400000 -90.600000 -8.740000 1037.000000
Fastighetsbolaget Emilshus B 23 10.260000 595.700000 -99.300000 -14.290000 694.999993
RVRC Holding 17 -3.710000 547.060000 -135.940000 -19.900000 683.000007
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46219.280000 -2002.970000 -7.01572% 48222.250041

Updated:¶

'2023-03-13 12:36:32.693356'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶